+139.9%
CNP vs BBWI
-58.2%
+198.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.3% | +5.4% | -0.1% |
| 7D | +0.7% | -4.4% | +5.1% | +1.2% |
| 30D | -0.1% | -7.4% | +7.3% | +0.7% |
| 3M | -5.6% | -2.2% | -3.4% | -5.8% |
| 6M | -7.5% | -16.3% | +8.8% | -6.4% |
| YTD | +5.5% | -9.1% | +14.6% | +5.3% |
| 1Y | +8.3% | -34.5% | +42.9% | +11.9% |
| 3Y | +51.8% | -47.0% | +98.7% | +56.1% |
| 5Y | +69.9% | -68.8% | +138.7% | +83.4% |
| 10Y | +139.9% | -57.4% | +197.3% | +92.4% |
| All | +139.9% | -58.2% | +198.2% | +92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BBWI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling